The boot setup pins have pull-up on board (0, 2) and pull-down (15) to ensure the correct boot. io 0 (D3) is additionally wired to the reset circuit controlled over USB to put the esp8266 into bootloader a.k.a. flashing mode.
io 0 must be HIGH for normal boot, io 2 must not be LOW (can float according to spec).
If you attach a device to this pins, the device must respect the boot state. Some devices will pull-down or pull-up a wired pin. Usually it is not documented. You can't use such devices on boot config pin which requires the other state.
The pull-up and pull-down can influence the attached device or readings from the device. For some elements it can be advantageous.
Best is to use this pins for elements which would need pull-up or pull-down anyway. For example buttons/switches or sensors which behave like buttons or switches.
In my project with Wemos D1 R2 I had signal to relay module on io 0, speaker module (with amplifier) for tone() function on io 2. I could not use a relay or mosfet module on io 2. On io 15 I had a reed relay module control signal, which I didn't want to go HIGH at boot as most esp8266 io pins do.